The French club's president Jean-Louis Triaud claims that the Hammers have failed to follow up on their initial inquiries about the Senegal international.
"Regarding Sane, West Ham approached us last season but since then it's been total silence," he told French radio station RMC Sport.
"This is a bit of the politics of English clubs. They emphatically expressed their interest and I don't see why their tastes would have changed."
Sane, 26, has also been linked with Everton and Southampton.